+240.5%
RCL vs KMI
+123.3%
+117.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.3% | -4.3% |
| 7D | -0.2% | +6.0% | -6.3% | -1.8% |
| 30D | +14.4% | -3.4% | +17.8% | +15.1% |
| 3M | +5.2% | +1.8% | +3.4% | +4.0% |
| 6M | +26.1% | +0.4% | +25.7% | +24.5% |
| YTD | +17.4% | +20.8% | -3.5% | +4.9% |
| 1Y | +24.7% | +23.0% | +1.7% | +10.1% |
| All | +240.5% | +123.3% | +117.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling